Spatio-temporal stationary covariance models

Abstract

Stationary covariance functions that model space-time interactions are in great demand. The goal of this paper is to introduce and develop new spatio-temporal stationary covariance models. Integral representations for covariance functions with certain properties, such as α-symmetry in the spatial lag, are established. Mixture models are proposed through purely spatial and temporal covariance functions. © 2003 Elsevier Science (USA). All rights reserved.